There's an island near Alicante (Tabarca) and another in El Mar Menor in Murcia (Perdiguera) where peeople travel to by boat to eat BBQd Sardines.
Sailing to la isla Perdiguera on a friend's small yacht or going there by speedboat and eating freshly caught sardinas a la parilla by the sea with your fingers was a feature of my summer holidays.
I always returned to shore with a tan too!